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Auction Market Value Theory & Analytics

Hi all, it's been many years since I tried AMVT Analytics. I believe AMVT really works but the proper tools are required. I stopped pursuing AMVT because the indicator I used to use for it started locking up MT4 and I couldn't find a substitute. I'm seeing screenshots of some new indicators here and I would really like to know where I can download the indicator in the screenshots below from this post and also from this post so I can try it out. Is it for MT4? Thanks.
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Quoting global3
Hi all, it's been many years since I tried AMVT Analytics. I believe AMVT really works but the proper tools are required. I stopped pursuing AMVT because the indicator I used to use for it started locking up MT4 and I couldn't find a substitute. I'm seeing screenshots of some new indicators here and I would really like to know where I can download the indicator in the screenshots below from this post and also from this...
This was something I worked to get developed to trade futures, not FX. After approaching several programmers about it, one accepted the job. Four years worth of revisions and much time and $ spent, and I am still not completed. My goal is to create an expert system. Much more study on my part is required.

I don't know what your trading goals are but if you simply gave up because you couldn't find an indicator to download online then there is really nothing to say. Rule #76
  • #1,603
  • Quote
  • Jan 16, 2023 10:15pm Jan 16, 2023 10:15pm
Quoting Krw
{quote} This was something I worked to get developed to trade futures, not FX. After approaching several programmers about it, one accepted the job. Four years worth of revisions and much time and $ spent, and I am still not completed. My goal is to create an expert system. Much more study on my part is required. I don't know what your trading goals are but if you simply gave up because you couldn't find an indicator to download online then there is really nothing to say. Rule #76
Wow, you really spent lots of time and funds on that AMVT indicator/EA. Actually, just as you did, I too spent a lots of time improving a freely downloadable indicator and got it to show AMVT analysis similar to yours and it gave excellent signals. Unfortunately, that same indicator started locking up so I abandoned the project and went onto other things. Since my last post I reviewed my code and found an Array out of range error which I corrected and no more errors have occurred since then. However, I stopped researching AMVT 4.5 years ago, so now I need to refresh my memory on all the various AMVT terms. Since you are currently deep into AMVT research can you point me to a document where all the AMVT terms and concepts are summarized? Thanks.
Page #1 of the thread
Post #1 of the thread
Downloads #1, #2, #3

Nothing I know of will give a person an abridged & quick understanding of AMVA concepts. Comprehension comes from reading and thinking hard about it as you look at your screen. It must become a mindset
Quoting Krw
Page #1 of the thread Post #1 of the thread Downloads #1, #2, #3 Nothing I know of will give a person an abridged & quick understanding of AMVA concepts. Comprehension comes from reading and thinking hard about it as you look at your screen. It must become a mindset
I agree with you 100%. I already had a good enough understanding 4.5 years ago but all the details are no longer at my finger tips so I need to jog my memory by going over the core material again. Thanks for pointing to the essential info.
Hi, everyone. I'm reading this thread and trying to create my own excel file but i stuck on the begining. How to count attempted direction? I've tride this formula on the screenshot and i also download file from this thread called eurusd1 to comper the result and now i see that there result form the file eurusd1 was diffrent than my. Could someone explain what is attempted direction?
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Quoting Borjamiralle
Hello anyone interested in resuming this thread either here or somewhere else? I have been trading AVMT for 6 months now. Wanted to share along my excel and charts. MZVega you have been a blessing. I am sure she is trading somewhere and has left all kinds of external estimuli. Hope to talk to you soon {image} {image} {image}
Very interesting, would you kindly mind sharing your excel sheet. Thank you. JP
Anybody else taking a shot on the EUR today? Sell Sell Sell!!!
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  • #1,609
  • Quote
  • Edited 6:02pm Mar 8, 2023 9:44am | Edited 6:02pm
Got clipped and hit my stop, and the day turned out to be a weak & false break. But I reopened the same trade at a better price after watching the RTH react to the dow, bonds, oil, and especially gold (which had almost identical internals as the Eur/Usd). By the close the brackets widened and there was range extension and completed auctions in both directions. The tick counts show participation but certainly with a lack of direction. TFF is poor. NFP on Friday will give a zap to the downside I'm expectiong, although I have a stop if I'm wrong
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The conditions for shorting the Eur/Usd got worse at EOD.
I'm still in my trade but I think I'm an underdog now. I raised my stop and added to my short position because I'm stupid like that.
TFF will improve at the news release, as will volatility. TPOs Abv/Blw favor the longs
Eur/Usd set up for a responsive short.
TFF is poor, TPOs Abv/Blw favor selling, volatility stable, trade ticks and volume declining, 2 Day is balanced
10, 15, and 20 day composites are balancing and below their midpoints (bearish).
TPOs Abv/Blw favor buying and TFF iimproved, however there really is no setup. It's a pass....
The Eur/Usd moved and exceeded the entire 20 day range in a single day! If you must trade thru the ECB rate decision then I would advise using a stop-in to open your orders.
Is anyone still trading these method?

I'm building my own spreadsheet and testing the data against cisco website (https://web.archive.org/web/20110621...planation.html)

I find difference in calculating the POC when there's multiple TPO with the same max length. For example looking at the examples in the url, the meta profile of 2007 01 09 has this profile:

Trade Date 20070109
Number of Prices: 45
1 142500 1 D
2 142475 2 BD
3 142450 2 BD
4 142425 2 BD
5 142400 3 BCD
6 142375 4 BCDN
7 142350 5 BCDEN
8 142325 5 BCDEN
9 142300 5 BCDEN
10 142275 6 BCDEKN
11 142250 6 BCDEKN
12 142225 7 BCDEKMN
13 142200 7 BCDEKMN
14 142175 7 BCEKLMN
15 142150 8 BCEKLMNO
16 142125 9 BCEJKLMNO
17 142100 9 BCEJKLMNO
18 142075 9 BCEJKLMNO
19 142050 9 BCEJKLMNO
20 142025 9 BCEJKLMNO
21 142000 7 CEJKLMO
22 141975 6 CEJKLM
23 141950 6 CEJKLM
24 141925 5 EJKLM
25 141900 4 EFJL
26 141875 5 EFIJL
27 141850 5 EFIJL
28 141825 5 EFIJL
29 141800 5 EFIJL
30 141775 4 EFIJ
31 141750 5 EFHIJ
32 141725 4 EFHI
33 141700 4 FGHI
34 141675 4 FGHI
35 141650 4 FGHI
36 141625 4 FGHI
37 141600 4 FGHI
38 141575 4 FGHI
39 141550 3 FGH
40 141525 3 FGH
41 141500 3 FGH
42 141475 3 FGH
43 141450 2 GH
44 141425 1 G
45 141400 1 G

Has you can see possible POC are:

16 142125 9 BCEJKLMNO
17 142100 9 BCEJKLMNO
18 142075 9 BCEJKLMNO
19 142050 9 BCEJKLMNO
20 142025 9 BCEJKLMNO

From the definition of POC in MOM, see attached picture the POC is the longest TPO line closest to the center of the range, so in this case would be 142025, but on the cisco website the POC is 142075.

So un general what's the rule when we found multiple candidates to become POC?
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Quoting bignuts
Is anyone still trading these method? I'm building my own spreadsheet and testing the data against cisco website (https://web.archive.org/web/20110621...planation.html) I find difference in calculating the POC when there's multiple TPO with the same max length. For example looking at the examples in the url, the meta profile of 2007 01 09 has this profile: Trade Date 20070109 Number of Prices: 45 1 142500 1 D 2 142475 2 BD 3 142450 2 BD 4 142425 2 BD 5 142400 3 BCD 6 142375 4 BCDN 7 142350 5 BCDEN 8 142325...
As you can observe from the CISCO result, where the POC has multiple TPO's of the same length, the middle one is taken, if two are in the middle then it's up to you, which one you decide to use, just be consistent.
Hi, is there anyone who is using Yani's TPOChart2 indicator ? (www.mql5.com/en/market/product/3033?source=Unknown)
Does it work with the new builds of MT4? If not, please suggest an alternative.
After a year of work I managed to take everything to the future, developing an indicator and its respective statistics with my own research improvements.
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Quoting urusit
After a year of work I managed to take everything to the future, developing an indicator and its respective statistics with my own research improvements. {image} {image}
Very impressive looking.
  • #1,618
  • Quote
  • Last Post: Mar 2, 2025 11:50pm Mar 2, 2025 11:50pm
Seems like this vibrant thread has slowly died out. Though, I don't think I am able to ignite any motivation for other members to post, all I can do is contribute. And I really want to. Firstly, I want to clearly state that I'm no expert in this field. Of course, I'm very much aware in the concepts being discussed in this forum, though, I lack experience. I wanted to make my first post after weeks of going through the posts.

!!THE INDICATOR HAS STOPPED WORKING!!!

I didn't know about this, but yes, it has stopped working. The calculation/data is wrong. And I was thinking how everybody else is doing the analysis. Some people here are financially well to pay other developers and create this indicator. It's rather easy actually. I wanted to say to those people who have just discovered about this method one thing, It can be done by yourself.

The tools, information, articles, blogs, youtube vids and with a little bit of creativity, all this data can be recreated.

For people who are wondering how. It's easy, and I have done it in excel. Though, I am in the process and I want to share my journey using this method for trading in the future aswell.

So, firstly, here's the profile I created using VBA. (See Attachment)

The following is what I did to create the Profile:

Step 1: Get OHLC Data.
Step 2: LEARN VBA

So that was it.

No I'm kidding. Of course I want to help out.

Although, I don't want to hand you everything to a plate. I want you to put some effort yourself. But lemme clarify the things you will need to do in order to actually get the TPO's, like I have from any OHLC data.

Firstly, the code will find where the High and Low data is placed in the sheet.

This is what I have used: periodHigh = ws.Cells(i, 2).Value ' Column B (High)
periodLow = ws.Cells(i, 3).Value ' Column C (Low)
For you, the columns may vary.

Secondly, the code will then create a price ladder. Basically, It Creates an array of prices from lowestPrice to highestPrice in increments of PRICE_INCREMENT.

My code:
|----------------------------------------------------------------------|
| For i = 1 To rangeSize |
| priceArray(i) = lowestPrice + (i - 1) * PRICE_INCREMENT |
| Next i |
|----------------------------------------------------------------------|

Example: If the daily range is 1.0800–1.0850, the ladder would be [1.0800, 1.0801, ..., 1.0850]

Third, it'll assign TPO letters for each 30 minute period.

Code:
|---------------------------------------------------------------------------------|
| For j = 1 To rangeSize |
| If priceArray(j) <= periodHigh And priceArray(j) >= periodLow Then |
| ' Mark this price with the period's letter |
| tpoChars(j, periodCounter) = Mid(LETTERS_TO_USE, periodCounter, 1) |
| End If |
| Next j |
|---------------------------------------------------------------------------------|


Then comes the fun part. Actually building the profile.

Code:
|-------------------------------------------------------|
| For i = 1 To rangeSize |
| tpoString = "" |
| For j = 1 To TIME_PERIODS |
| If tpoChars(i, j) <> "" Then |
| tpoString = tpoString & tpoChars(i, j) |
| End If |
| Next j |
| destWs.Cells(i + 1, 3).Value = tpoString |
| Next i |
|-------------------------------------------------------|

Anyways, all's I'm doing is try to create a kind of "Road-Map" for people who actually want to do this themselves and work along with me. Because I'm also not done yet. I have to do sooooo much more than this. But after creating a market profile, automatically, half of the work is already done. The next half is combining different Profile, and get the "Bracketing" & "Not Bracketing" parts of the indicator. Which will be tricky, but can be done in excel automatically.

I have learnt so much from this thread FOR FREE! And I wanted to provide my little contribution.

I knew about AMVT, but I would've never understood/grasped the potential if mzvega didn't emphasize on it. Hence, I would like to thank claudia and all other members of this thread who have contributed to this little community. Especially DLJONESWORK, who also took somewhat the same initiative that I am doing. There are other members also that did a lot of work. Can't forget Bandung.

Hopefully, with my post, there will be several members posting and making this community come alive again. I have just joined the party. But I feel like, there's still so much that we can do with AMVA. Especially, RESEARCH. Feel like today's market may require us to re-think some of the fundamentals with Auction Market Theory.

So, Yes. There's still some work left undone, on my part, and on AMVA, that has to be done. But I can't do it myself. I need everyone's support. And I want everybody to get involved again. Hopefully, my message is loud and clear.

P.S. it will be amazing to talk to mzvega too! pls respond your highness!! It will be amazing to discuss with you new concepts, talk about AMVT and just in general.

CHEERS.
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